Backtest

BND, SCHD and VYM backtest: income from bonds and dividend stocks

What income and drawdowns would a KRW 100 million bond and dividend-stock allocation have produced?

BND 40%, SCHD 30% and VYM 30% from 2012-01-03 to 2026-10-23, KRW 100 million initially, no contributions or dividend reinvestment, monthly rebalancing, and KRW reporting.

Data as of 2026-10-23

Backtest results

Backtest Period 2012.01.03 ~ 2026.10.23 · 14 yr 10 mo
Dividend reinvestment is off: dividends on shares held going into each ex-dividend date are booked as cash in the reporting currency on that date. The cash earns 0% and is not reinvested, even when contributions are made or the portfolio is rebalanced. This differs from receiving dividends on the actual payment date.
Final Balance ₩321M
Invested ₩100M
Gain +₩221M
Before taxes and trading costs
Annualized return +8.2%
3.2× in 14 yr 10 mo
6.5pp behind SPY
Max drawdown · daily -16.4%
Peak ₩198M → low ₩165M
11 months from trough to recovery
Loss after a 1-year hold 4%
7 of 166 past windows
None when held 3+ years
SPY 2%

Cash included in total assets: ₩73M · 0% cash interest

Performance

Growth Chart

My Portfolio CAGR +8.2%
SPY CAGR +14.7%
Money put in
Shaded: major market crises COVID-19 (Feb–Mar 2020)Bear Market (2022)
Drawdown (same period)
0%-16%Low -16.4% · 2020-03

Holding-period outcomes

Held 1 year(s), 4% of start dates lost money; held 3 years, none did · worst +4.2%/yr

Held Annualized return · worst to best Losses
1 years -5.7% ~ +23.1% 4%7/166
3 years +4.2% ~ +13.8% 0%0/142
5 years +5.8% ~ +11.3% 0%0/118
7 years +6.6% ~ +10.2% 0%0/94
10 years +7.4% ~ +9.4% 0%0/58
Return spread for one holding periodPick a holding period to see its spread and each start month
Worst · average · best by holding period (table)Per-year returns and share of positive periods for 1–10 year holds
Show the numbers
1 years166-5.8%+8.8%+23.0% 96%
3 years142+4.2%+8.5%+13.8% 100%
5 years118+5.8%+8.4%+11.3% 100%
7 years94+6.6%+8.4%+10.2% 100%
10 years58+7.4%+8.4%+9.4% 100%

Annual & monthly returns

Up in 11 of 14 years · best 2021 +21.5% · worst 2012 -2.1%

Completed months · through 2026-09

Partial years: 2026. Each year includes only its observed months.

-20%-10%0%10%20%30%40%20122014201620182020202220242026
Portfolio SPY
Show the numbers · Completed calendar years
11/14 Positive Years
79% Win Rate
2/14 Beat Benchmark
4yr Longest Winning Streak
3yr Current Streak
±8.2% Annual Return Std Dev
Current Streak 1 mo up
Longest Gain Streak 6mo
Longest Loss Streak 4mo

Trailing returns

Up to 1 year: total return · 3 years and longer: per year As of 9/2026
1 yearstotal +4.9% +10.7% -5.8pp
3 yearsper year +9.2% +20.6% -11.4pp
5 yearsper year +7.1% +15.0% -7.9pp
10 yearsper year +8.2% +15.9% -7.7pp
Fullper year +8.1% +14.9% -6.8pp
Growth Milestones2× in 9.1 yrs · 3× in 13.2 yrs
3.2× your principal ₩100M → now ₩321M
  1. 1.5× Reached 2016-11 · took 4.9 yrs
  2. 2× Reached 2021-02 · took 9.1 yrs
  3. 3× Reached 2025-02 · took 13.2 yrs
  4. 5× Needs another 56% gain
  5. 10× Needs another 212% gain
Purchasing power — assuming 2.5% annual inflation+5.5% a year after inflation · +8.2% before

Annualized return

Nominal +8.2%
Real (Infl.-Adj.) +5.5%

Cumulative return

Nominal +220.7%
Real (Infl.-Adj.) +122.4%

Risk & recovery

Deepest fall -16.4% (2020.03) · 349 days from peak to recovery · now 9.7% below the peak

vs SPY

The same money in SPY would have grown to ₩762M, ₩441M more than this portfolio

Assets & diversification

Profit contribution: SCHD +₩101M · VYM +₩93M · BND +₩27M

Scenarios

Shuffles past monthly returns into 500 possible futures

Data & export

15 years of yearly and 3,725 days of daily records · CSV download